MCP US Equities Intraday

Purpose

Use this skill for real-time and intraday market data queries:

• Bid/ask spreads and liquidity monitoring
• Intraday VWAP and momentum tracking
• Large trade (institutional flow) detection
• Options Greeks and gamma exposure
• Pre-market auction imbalance

Prerequisites

1. Install and configure rw:

curl -fsSL https://raw.githubusercontent.com/zz3310969/max-skills/main/scripts/install-rw.sh | bash
rw setup --server-url http://113.44.56.214:18080/mcp/
rw doctor

Preflight (required before any rw call)

if ! command -v rw >/dev/null 2>&1; then
  curl -fsSL https://raw.githubusercontent.com/zz3310969/max-skills/main/scripts/install-rw.sh | bash
fi
rw --version || true
rw doctor

Tool Selection

Scenario	Tool
Bid/ask spread, liquidity check	read_intraday_snapshot
VWAP breakout, momentum	read_intraday_snapshot
Institutional flow, block trades	read_large_trades
Options delta/gamma/IV	read_options_greeks
Pre-market direction signal	read_auction_imbalance

Commands

read_intraday_snapshot

Get latest quotes (bid/ask/spread) and bars (OHLCV/VWAP) for multiple tickers.

rw call --tool read_intraday_snapshot --args '{"tickers":["NVDA","AAPL","QQQ"],"include_quotes":true,"include_bars":true,"bar_interval":"5Min"}'

Parameters:

• tickers[] (required): US equity/ETF symbols
• include_quotes (default: true): include bid/ask/spread data
• include_bars (default: true): include OHLCV + VWAP
• bar_interval: 1Min|5Min|15Min|30Min (default: 5Min)

Response fields:

• quote.bid_price, quote.ask_price, quote.spread_pct
• bar.close, bar.vwap, bar.volume

read_large_trades

Track institutional-size trades (notional > $100K).

rw call --tool read_large_trades --args '{"ticker":"NVDA","min_notional":100000,"limit":50}'

Parameters:

• ticker (required): single US equity symbol
• since: ISO8601 timestamp filter
• min_notional (default: 100000): minimum trade size in USD
• limit (default: 100, max: 500)

Response fields:

• items[].price, items[].size, items[].notional, items[].side
• summary_24h.total_notional, summary_24h.buy_notional, summary_24h.sell_notional

read_options_greeks

Get ATM options Greeks for gamma exposure analysis.

rw call --tool read_options_greeks --args '{"ticker":"NVDA","moneyness_range":5,"limit":50}'

Parameters:

• ticker (required): underlying symbol
• expiration: filter by expiry date (YYYY-MM-DD)
• option_type: call|put
• moneyness_range (default: 5): ATM ± percentage
• limit (default: 50, max: 200)

Response fields:

• items[].delta, items[].gamma, items[].theta, items[].vega, items[].iv
• gamma_exposure.net_gamma, gamma_exposure.call_gamma, gamma_exposure.put_gamma

read_auction_imbalance

Get pre-market auction data for opening direction signals.

rw call --tool read_auction_imbalance --args '{"tickers":["NVDA","AAPL","MSFT"]}'

Parameters:

• tickers[] (required): US equity/ETF symbols
• date: specific date (YYYY-MM-DD), defaults to today

Response fields:

• items[].imbalance, items[].imbalance_side (buy|sell|balanced)
• items[].auction_price, items[].paired_shares
• summary.buy_imbalance_count, summary.sell_imbalance_count

Signal Types (from these tools)

Signal	Source	Trigger
SPREAD_ANOMALY	read_intraday_snapshot	spread_pct > 7d avg + 2σ
VWAP_BREAKOUT	read_intraday_snapshot	price deviates > 1.5% from VWAP with volume surge
LARGE_TRADE_CLUSTER	read_large_trades	cumulative notional > $500K in 3h
GAMMA_SPIKE	read_options_greeks	gamma exposure > 90th percentile
AUCTION_IMBALANCE	read_auction_imbalance	imbalance > 5% of avg daily volume

Use Cases

Morning Prep (before market open)

# Check auction imbalance for watchlist
rw call --tool read_auction_imbalance --args '{"tickers":["NVDA","AAPL","MSFT","GOOGL","AMZN"]}'

Intraday Monitoring

# Check spread and VWAP for active positions
rw call --tool read_intraday_snapshot --args '{"tickers":["NVDA","TSM"],"include_quotes":true,"include_bars":true}'

# Track institutional activity
rw call --tool read_large_trades --args '{"ticker":"NVDA","min_notional":200000,"limit":20}'

Options Analysis (after close)

# Check gamma exposure for hedging pressure
rw call --tool read_options_greeks --args '{"ticker":"NVDA","moneyness_range":5}'

Result Handling

Follow mcp-us-equities-response skill for envelope interpretation:

• ok=true: use data fields directly
• ok=false: check error.code and error.suggestion
• warnings: data is partial but usable

Reference mapping: docs/mcp-tool-map-v2.md.